flat discount curve

financepy.market.curves.flat_discount_curve

Class

FlatDiscountCurve

FlatDiscountCurve(
    anchor_dt: Date,
    flat_zero_rate: float,
    freq_type: FrequencyTypes = <FrequencyTypes.CONTINUOUS: 99>,
    curve_dc_type: DayCountTypes = <DayCountTypes.ACT_365F: 7>,
) -> None

Inherits from: DiscountCurve

A flat discount curve defined by a single zero rate. The zero rate is expressed using the specified compounding frequency. The curve day-count convention determines how dates are converted to year fractions from the curve anchor date. The input rate is a zero rate, not a money-market or deposit rate. As the zero curve is flat, no interpolation scheme is required.

Methods

df_t


df_t(
    self,
    t: float | list | numpy.ndarray,
)

Return discount factors from scalar or vector times.

bump_parallel


bump_parallel(
    self,
    bump_size: float,
)

Create a new FlatDiscountCurve object with the entire curve bumped up by the bumpsize. All other parameters are preserved.

Generated automatically from the FinancePy source code. Do not edit this file manually.